Okay,I know I'm going out on a limb here.
My MIL used to make a cookie that looked like a burrito.
It was much smaller though. It was filled with either apricot, prune or cherry jam/jelly/preserves. I made it exactly once. Mine weren't nearly as pretty as hers but they were so good. The only thing I remember for sure is that they were a raised dough and included yeast in the dough ingredient list.

My MIL know longer remembers them nor can she put her hand on the recipe. Perhaps one day, I'll go through her recipe files/boxes but until then, do you know what I'm speaking of? Yes, I've googled it to no avail.